The awareness of one’s own sexuality and its expression depend on the stage of an individual’s life. Pregnancy is a period of many, also psychosexual, changes. The sexual needs of pregnant women are rarely discussed, and intercourse during this period seems to be a taboo. The aim of this study was to assess the sexual and life satisfaction of pregnant women. The study involved 181 pregnant women and was conducted from July to November 2018. The participants were patients of the pregnancy pathology ward, Independent Public Clinical Hospital No. 2 in Szczecin, and participants of antenatal classes. The research project was approved by the Bioethics Committee of the Pomeranian Medical University, Szczecin (KB-0012/74/18). This survey-based study was performed using the self-developed questionnaire and standardized tools: the Sexual Satisfaction Questionnaire, and the Satisfaction with Life Scale (SWLS). Statistical analysis was performed using the SPSS Statistics 24.0 statistical package. The tests used were the Kolmogorov–Smirnov test, the Shapiro–Wilk test, and Pearson’s test. The statistical significance of the results was assumed as (p < 0.05), the correlations (p < 0.01), and probability (p < 0.001). This study demonstrated a high level of life satisfaction, a medium level of overall sexual satisfaction, and a high level of satisfaction with sex. A higher level of satisfaction with life was associated with higher levels of sexual satisfaction in every dimension. There is a need for comprehensive perinatal care and professional sexual counseling.